+230.4%
CCEP vs SEDG
+118.8%
+111.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.2% |
| 7D | -5.7% | +8.7% | -14.5% | -6.2% |
| 30D | -3.4% | +10.3% | -13.7% | -4.1% |
| 3M | +5.5% | -32.6% | +38.1% | +7.0% |
| 6M | +2.2% | -3.6% | +5.8% | -0.2% |
| YTD | +14.6% | +27.4% | -12.7% | +9.0% |
| 1Y | +18.9% | +24.9% | -6.0% | +12.1% |
| 3Y | +82.6% | -75.3% | +157.9% | +87.6% |
| 5Y | +107.0% | -86.3% | +193.3% | +117.2% |
| All | +230.4% | +118.8% | +111.7% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling